Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.248728 | 1.7232 | 0.045641 |
2 | 0.032211 | 0.2232 | 0.412178 |
3 | 0.206544 | 1.431 | 0.079458 |
4 | 0.231478 | 1.6037 | 0.057667 |
5 | 0.268813 | 1.8624 | 0.034338 |
6 | -0.061709 | -0.4275 | 0.335451 |
7 | -0.094881 | -0.6574 | 0.257046 |
8 | 0.112376 | 0.7786 | 0.22003 |
9 | -0.022596 | -0.1566 | 0.438127 |
10 | -0.222217 | -1.5396 | 0.065117 |
11 | 0.064827 | 0.4491 | 0.327678 |
12 | -0.096772 | -0.6705 | 0.252891 |
13 | -0.135107 | -0.9361 | 0.176966 |
14 | -0.001244 | -0.0086 | 0.49658 |
15 | -0.124025 | -0.8593 | 0.197232 |
16 | 0.001628 | 0.0113 | 0.495524 |
17 | -0.183908 | -1.2741 | 0.104373 |
18 | -0.243287 | -1.6855 | 0.049187 |
19 | 0.025643 | 0.1777 | 0.42987 |
20 | -0.109118 | -0.756 | 0.226674 |
21 | -0.217163 | -1.5046 | 0.069496 |
22 | -0.20117 | -1.3937 | 0.084907 |
23 | -0.170751 | -1.183 | 0.121319 |
24 | -0.084101 | -0.5827 | 0.281423 |
25 | -0.041057 | -0.2845 | 0.388644 |
26 | -0.121176 | -0.8395 | 0.202666 |
27 | -0.045234 | -0.3134 | 0.37767 |
28 | 0.062519 | 0.4331 | 0.333426 |
29 | 0.015593 | 0.108 | 0.457211 |
30 | 0.056694 | 0.3928 | 0.348108 |
31 | -0.011701 | -0.0811 | 0.467862 |
32 | 0.006255 | 0.0433 | 0.482806 |
33 | 0.07373 | 0.5108 | 0.305911 |
34 | 0.031312 | 0.2169 | 0.414588 |
35 | 0.022487 | 0.1558 | 0.438424 |
36 | 0.038015 | 0.2634 | 0.396694 |
37 | 0.046314 | 0.3209 | 0.374849 |
38 | 0.036069 | 0.2499 | 0.401868 |
39 | 0.006707 | 0.0465 | 0.481564 |
40 | -0.004146 | -0.0287 | 0.488603 |
41 | 0.033461 | 0.2318 | 0.408829 |
42 | 0.03434 | 0.2379 | 0.40648 |
43 | 0.013422 | 0.093 | 0.46315 |
44 | 0.004734 | 0.0328 | 0.486986 |
45 | 0.002081 | 0.0144 | 0.494278 |
46 | 0.009752 | 0.0676 | 0.473205 |
47 | 0.005629 | 0.039 | 0.484526 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.248728 | 1.7232 | 0.045641 |
2 | -0.031611 | -0.219 | 0.413787 |
3 | 0.219955 | 1.5239 | 0.067049 |
4 | 0.14035 | 0.9724 | 0.167869 |
5 | 0.217074 | 1.5039 | 0.069575 |
6 | -0.224971 | -1.5586 | 0.062825 |
7 | -0.096133 | -0.666 | 0.25429 |
8 | 0.025948 | 0.1798 | 0.429043 |
9 | -0.104513 | -0.7241 | 0.236263 |
10 | -0.209376 | -1.4506 | 0.076698 |
11 | 0.291464 | 2.0193 | 0.024528 |
12 | -0.207956 | -1.4408 | 0.078072 |
13 | -0.031012 | -0.2149 | 0.415394 |
14 | 0.132807 | 0.9201 | 0.181057 |
15 | -0.073291 | -0.5078 | 0.306969 |
16 | -0.091469 | -0.6337 | 0.264638 |
17 | -0.109743 | -0.7603 | 0.22539 |
18 | -0.109105 | -0.7559 | 0.2267 |
19 | -0.006123 | -0.0424 | 0.483168 |
20 | -0.093032 | -0.6445 | 0.261145 |
21 | 0.014678 | 0.1017 | 0.459714 |
22 | -0.208694 | -1.4459 | 0.077355 |
23 | -0.030812 | -0.2135 | 0.415932 |
24 | -0.028838 | -0.1998 | 0.421243 |
25 | 0.040503 | 0.2806 | 0.390107 |
26 | 0.041973 | 0.2908 | 0.386229 |
27 | -0.034255 | -0.2373 | 0.406708 |
28 | 0.081495 | 0.5646 | 0.287483 |
29 | 0.033702 | 0.2335 | 0.408185 |
30 | -0.141468 | -0.9801 | 0.16597 |
31 | -0.003198 | -0.0222 | 0.491207 |
32 | -0.078483 | -0.5437 | 0.294566 |
33 | -0.076817 | -0.5322 | 0.29852 |
34 | 0.00514 | 0.0356 | 0.48587 |
35 | 0.009298 | 0.0644 | 0.474451 |
36 | 0.030786 | 0.2133 | 0.416001 |
37 | 0.013591 | 0.0942 | 0.462687 |
38 | 0.011523 | 0.0798 | 0.468351 |
39 | -0.125965 | -0.8727 | 0.193583 |
40 | -0.101166 | -0.7009 | 0.243374 |
41 | 0.004725 | 0.0327 | 0.487012 |
42 | -0.060147 | -0.4167 | 0.339375 |
43 | 0.005804 | 0.0402 | 0.484046 |
44 | -0.038604 | -0.2675 | 0.395131 |
45 | -0.047323 | -0.3279 | 0.37222 |
46 | 0.021051 | 0.1458 | 0.442327 |
47 | -0.036072 | -0.2499 | 0.401861 |
48 | NA | NA | NA |